Forecasting autoregressive time series with bias-corrected parameter estimators
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Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 19 (2003)
Issue (Month): 3 ()
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Web page: http://www.elsevier.com/locate/ijforecast
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- K. D. Patterson, 2007. "Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(1), pages 23-45.
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- De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
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